+553.3%
AEM vs CAPR
-99.1%
+652.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +24.0% | +139.2% | -115.2% | +23.3% |
| 3M | +16.1% | -66.4% | +82.5% | +16.3% |
| 6M | -11.6% | -63.1% | +51.5% | -11.5% |
| YTD | +21.5% | -67.4% | +89.0% | +21.8% |
| 1Y | +39.2% | +58.2% | -19.1% | +36.6% |
| 3Y | +347.4% | +42.2% | +305.2% | +334.4% |
| 5Y | +290.1% | +87.3% | +202.9% | +276.4% |
| 10Y | +357.8% | -75.3% | +433.1% | +334.0% |
| All | +553.3% | -99.1% | +652.3% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling